Hi, I am trying to get instrument id from kite.instruments for bnf historical options but not able to get instrument id (which I want to pull historical data) However, I can do same for future but not expired options.
Is there something to know how to fetch expired options?
eg.
How to get instrument id for below symbol? Getting historical price for NFO:BANKNIFTY2260934800CE Getting historical price for BANKNIFTY2260934800CE
I want to fetch historical futures data for say 4 years, for current month futures. Using 'continuous', I get data only for the token I pass, e.g. if I pass token for Nifty 22Jun FUT, it returns data only for June-22 Futures.
I want to fetch data for current months futures for each month for last 4 years i.e. if I query for current month futures (June 22) for 4 years, then what I expect is that for June 22, it returns June 22 futures data from last Friday of previous month (since May 22 futures would be traded upto last thursday of May, next day May futures retire and flushed). Before that day, i.e. last friday of may and backwards until last friday of april, it returns May-22 futures data, and so on and so forth for last 4 years.
Only expired future contracts data is available in the form of daily candles.
Read more about continuous historical data here:
https://kite.trade/docs/connect/v3/historical/#continuous-data
I want to fetch data for current months futures for each month for last 4 years i.e. if I query for current month futures (June 22) for 4 years, then what I expect is that for June 22, it returns June 22 futures data from last Friday of previous month (since May 22 futures would be traded upto last thursday of May, next day May futures retire and flushed). Before that day, i.e. last friday of may and backwards until last friday of april, it returns May-22 futures data, and so on and so forth for last 4 years.
Is it possible to get it that way?
That's what continuous data API returns.
https://kite.trade/docs/connect/v3/historical/#continuous-data